Quadratic Convex Reformulations for Semicontinuous Quadratic Programming (Q5348460): Difference between revisions

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-Xiao Jin Zheng
@@ Property / author: Xiao Jin Zheng / rank @@
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+Xiao Jin Zheng
@@ Property / author: Xiao Jin Zheng / rank @@
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+Combining QCR and CHR for convex quadratic pure 0--1 programming problems with linear constraints
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+A strong conic quadratic reformulation for machine-job assignment with controllable processing times
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+Q4863586
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+Algorithm for cardinality-constrained quadratic optimization
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@@ Property / cites work @@
+Computational study of a family of mixed-integer quadratic programming problems
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@@ Property / cites work @@
+Using a mixed integer quadratic programming solver for the unconstrained quadratic \(0-1\) problem
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+Extending the QCR method to general mixed-integer programs
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@@ Property / cites work @@
+Quadratic 0–1 programming: Tightening linear or quadratic convex reformulation by use of relaxations
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+Improving the performance of standard solvers for quadratic 0-1 programs by a tight convex reformulation: The QCR method
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+The Optimal Selection of Small Portfolios
@@ Property / cites work: The Optimal Selection of Small Portfolios / rank @@
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+An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints
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+Convex analysis and nonlinear optimization. Theory and examples.
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+Perspective Reformulations of the CTA Problem with <i>L</i><sub>2</sub> Distances
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+Heuristics for cardinality constrained portfolio optimization
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+Simulated annealing for complex portfolio selection problems.
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+Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems
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+Partial Lagrangian relaxation for general quadratic programming
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+Portfolio selection using neural networks
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+Approximated perspective relaxations: a project and lift approach
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+Perspective cuts for a class of convex 0-1 mixed integer programs
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+Solving Nonlinear Single-Unit Commitment Problems with Ramping Constraints
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+SDP diagonalizations and perspective cuts for a class of nonseparable MIQP
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+A computational comparison of reformulations of the perspective relaxation: SOCP vs. cutting planes
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+Projected Perspective Reformulations with Applications in Design Problems
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+Optimal Cardinality Constrained Portfolio Selection
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+Graph Implementations for Nonsmooth Convex Programs
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+Perspective reformulations of mixed integer nonlinear programs with indicator variables
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+Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints
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+An exact solution method for unconstrained quadratic 0--1 programming: a geometric approach
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+OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION
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+Optimization of cardinality constrained portfolios with a hybrid local search algorithm
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+Q4806224
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+Lot sizing with minimum order quantity
@@ Property / cites work: Lot sizing with minimum order quantity / rank @@
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+Lagrangian relaxation procedure for cardinality-constrained portfolio optimization
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+Recent advances in mathematical programming with semi-continuous variables and cardinality constraint
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+Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach
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+W3098275687
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